Solution of large scale algebraic matrix Riccati equations by use of hierarchical matrices
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Publication:424732
DOI10.1007/S00607-002-1470-0zbMATH Open1239.65026OpenAlexW2016075148MaRDI QIDQ424732FDOQ424732
Authors: L. Grasedyck, Wolfgang Hackbusch, Boris N. Khoromskij 
Publication date: 4 June 2012
Published in: Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00607-002-1470-0
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Cited In (51)
- Adaptive fast multiplication of \(\mathcal{H}^2\)-matrices
- Computing functions of symmetric hierarchically semiseparable matrices
- On the Hermitian and skew-Hermitian splitting-like iteration approach for solving complex continuous-time algebraic Riccati matrix equation
- A structured matrix approach to efficient calculation of LQG repetitive learning controllers in the lifted setting
- A modified matrix sign function method for projected Lyapunov equations
- A new subspace iteration method for the algebraic Riccati equation.
- Sparse solution of the Lyapunov equation for large-scale interconnected systems
- Analysis of the rational Krylov subspace projection method for large-scale algebraic Riccati equations
- Fast computation of spectral projectors of banded matrices
- Sparsity preserving optimal control of discretized PDE systems
- A Krylov Subspace Method for the Approximation of Bivariate Matrix Functions
- Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction
- Nonlinear multigrid for the solution of large-scale Riccati equations in low-rank and \(\mathcal H\)-matrix format.
- On inexact Newton methods based on doubling iteration scheme for symmetric algebraic Riccati equations
- Factorized solution of Lyapunov equations based on hierarchical matrix arithmetic
- Approximate iterations for structured matrices
- RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations
- Sparse Grid Approximation of the Riccati Operator for Closed Loop Parabolic Control Problems with Dirichlet Boundary Control
- Hierarchical matrix arithmetic with accumulated updates
- Solution of linear systems in high spatial dimensions
- On low-rank approximability of solutions to high-dimensional operator equations and eigenvalue problems
- Low-rank updates and divide-and-conquer methods for quadratic matrix equations
- Data-sparse approximation to a class of operator-valued functions
- Low rank solution of data-sparse Sylvester equations
- Closed-form solution of non-symmetric algebraic Riccati matrix equation
- Factorized solution of the Lyapunov equation by using the hierarchical matrix arithmetic
- Numerical Methods for Large-Scale Lyapunov Equations with Symmetric Banded Data
- Solving Rank-Structured Sylvester and Lyapunov Equations
- A preconditioned low-rank CG method for parameter-dependent Lyapunov matrix equations.
- Numerical solution of large-scale Lyapunov equations, Riccati equations, and linear-quadratic optimal control problems.
- Divide-and-Conquer Methods for Functions of Matrices with Banded or Hierarchical Low-Rank Structure
- Low-rank Kronecker-product approximation to multi-dimensional nonlocal operators I. Separable approximation of multi-variate functions
- Computational Methods for Linear Matrix Equations
- Model order reduction for linear and nonlinear systems: a system-theoretic perspective
- An improved divide-and-conquer algorithm for the banded matrices with narrow bandwidths
- A mixed-precision algorithm for the solution of Lyapunov equations on hybrid CPU-GPU platforms
- On an upper bound for the eigenvalues of the solution of the continuous algebraic Riccati equation
- Low-Rank Updates and a Divide-And-Conquer Method for Linear Matrix Equations
- Krylov subspace methods for projected Lyapunov equations
- Hierarchical tensor-product approximation to the inverse and related operators for high-dimensional elliptic problems
- An improvement of the Newton method for solving symmetric algebraic Riccati equations
- Kernel representation of Kalman observer and associated H-matrix based discretization
- Data-sparse approximation to the operator-valued functions of elliptic operator
- Low-rank Kronecker-product approximation to multi-dimensional nonlocal operators II. HKT representation of certain operators
- Structured Eigenvalue Problems
- On the eigenvalue decay of solutions to operator Lyapunov equations
- Matrices with hierarchical low-rank structures
- On the Best Approximation of the Hierarchical Matrix Product
- Truncated low-rank methods for solving general linear matrix equations.
- Stabilization of incompressible flow problems by Riccati-based feedback
- Introduction to hierarchical matrices with applications.
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